Continuous ES Contract

[AynRandFan]

Please use the ##-## contract for extended period backtesting. Alternatively you can merge data from back contracts into the expiry you want to use and that will populate the historical data.

Is the ##-## for back-testing only?

(I do know that when I try and create a 5-year 150-tick chart, it crashes everything, and I'm running a quad-core with 8GB of RAM and 50GB of virtual memory set-aside -- call that overkill if you like, I have 7 years of tick-data and I care about getting flawless results on my homework.)

Anyhow, nothing should really crash my system -- I'm just wondering if NT has some kind of internal limits.

Is the ##-## for back-testing only?

[NinjaTrader_Jason]

Hello AynRandFan,

No, the ##-## expiry can be used in charts as well.

There are no internal limits as per how much historical data can be reflected in charts.

I suggest to reduce the historical data request by half and check if this will make a difference.

[cbaer]

Is the ##-## for back-testing only?

Anyhow, nothing should really crash my system -- I'm just wondering if NT has some kind of internal limits.

Is the ##-## for back-testing only?

Hm, what connection did you use and where did you get the data from if I may ask. How do you get the tick data into NT is another issue?
The memory problems of NT can be substancial asit relies on the .NET to much I think (I hope 7.0 will bring relief) and I can only advise you not to try to many parameters or indicators in backtesting. If you use to many different params even one week of tick data can cause a memory problem and a crash of NT.

I would monitor with task manager and if NT gets around 1.5GB your backtesting task will crash, as it will probably not get new memory allocated.

Bye cbaer

[ohtrader]

ES merge possible with Zen-Fire?

Has Zen-Fire been resolved to allow continuous contracts??? I just followed the directions to link a part of the ES 9-09 conctract to the ES 12-09 contract and it didn't work. I was surprised at the error message, because I can run a 120 minute chart back farther than I was trying to merge the data, so I'm not sure what's up???

I appreciate any suggestions.

- Jackie

[NinjaTrader_Kyle]

Hi Jackie,

Thank you for your post and welcome to the NinjaTrader support forum!

1.) Zen-Fire connections do not support continuous contracts.

2.) You mentioned an error message. Can you provide the exact text of that message?

[ohtrader]

Kyle:

I was trying to merge a ES 9-09 From 7/31/09 to 10/13/09 into ES 12-09. The error message that was produced was:

- No 'Day' data available for 'From' instrument.
- No 'Minute' data available for 'To' instrument. Historical data is required for the target instrument in order to properly calculate the adjustment factor.
- No 'Tick' data is available for 'To' instrument. Historical data is required for the target instrument in order to properly calculate the adjustment factor.

What was curious to me regarding the 'To' message is that the minute and tick data is available.....

Is there any plan to be able to merge Zen-Fire data in v7???

Thanks, Jackie

[NinjaTrader_Kyle]

Hi Jackie,

Thank you for your reply.


Just to confirm, data is available for the entire range if you open a ES 09-09 chart?


The merge function will be a more automated and eloquent process in NinjaTrader 7.
For more information about NinjaTrader 7, please see the following link: http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[ohtrader]

Zen-Fire Day/Week Data - w/o playing jury-rigging

When I set the data series to Day on my futures contracts (ES, etc) all I get is one big, fat bar that oscillates on the current day. I did catch on to using the 1440 minute series to replicate the day - but this is a jury-rigged solution. I also wonder if in v7 the Week data series will work on futures contracts.

And, in the grand scheme of things - is there a place where:
known issues for the current release are listed? PS - It would have been great if the User Guide had said, up front, that the merge feature didn't work with Zen-Fire.


Thanks, Jackie

[ohtrader]

Kyle:

I can access the ES 9-09 data from the ES 12-09 chart by asking for days prior to 9/1/09 in the data series. When I try to bring up a ES 9-09 chart it doesn't contain anything.

- Jackie

[NinjaTrader_Kyle]

Hi Jackie,

Thank you for your reply.

Please open a ES 09-09 chart, right click within the chart and select Reload Historical Data.

If the missing data appears, try the merge once more and let me know if the issue persists.

[CRCatNinja]

Kyle:

Following this post and others closely. I use Zen-Fire for live trading and delayed DTN-iQ for daily historical data and maintaining continuous contracts for backtesting purposes.

For ease, can I:

Maintain my daily charts from DTN-iQ for strategy optimization and future entry signals

BUT

In my strategy, say "ENTER LONG the ES 12-09" or whatever the current futures contract may be using Zen-Fire?

How do I do that? (Do I use ES##-## as primary BARS and then use ES12-09 as my ENTRY and EXIT instrument?)

[NinjaTrader_Jason]

Hello CRCatNinja,

You will need to run your automated strategy on the ES 12-09. More information can be found at the links below.

Chart

http://www.ninjatrader-support.com/HelpGuideV6/RunningANinjaScriptStrategyFromAChart.html

Strategies-tab

http://www.ninjatrader-support.com/HelpGuideV6/RunningANinjaScriptStrategyFromStrategiesTab.html

In addition, please see the following link as well that provides more information upon using multiple connections.

http://www.ninjatrader-support.com/HelpGuideV6/MultipleConnections1.html